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Thomas Wolf avatar image
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Available FIDs on TRCC

Hi all,

we are trying to contribute exchange market data via TRCC implemented ETA/C++ from Elektron-SDK 1.2.2 on Linux according to VAConsumerContribution example.

Now we try to figure out how to encode our messages as same FIDs are disallowed to be contributed by us for they are set by CSG or same other serverside instance automatically. (In some sheets these FIDs are marked as "derived".)

Theses FIDs are crucial to our messages like

TRADE_DATE, TRDTIM, SALTIM, QUOTIM_MS, TRDTIM_MS, TRDTIM_MS.

If added by infrastructure we cannot encode messages refering to prior dates or times.

On day-change we are asked to perform a clear run for all active RICs. But here again - as we are not allowed to contribute data on some FIDs (,for example the rippled ones TRDPRC_2 to TRDPRC_5,) and cannot fulfill the task.

Our Refinitiv project manager hit the ceiling but could not figure out any solution.

So I am asking here for some enlightenment.

Thanks alot,

Thomas

elektronrefinitiv-realtimeelektron-sdkrrteta-apielektron-transport-apircc-api
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2 Answers

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Dominic.Allison avatar image
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Hi Thomas, I am looking into your issue regarding the use of the following fields;

TRADE_DATE, TRDTIM, SALTIM, QUOTIM_MS, TRDTIM_MS, TRDTIM_MS.

As you note, some of our fields are of type derived and may be automatically populated by configured market rules. I will provide details of how the above fields are updated and include your Refinitiv contact in my email.

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Gurpreet avatar image
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Hi @Thomas Wolf, I am trying to understand the issue here. Are you able to successfully post messages to TRCC. If not the EMA C++ working example and tutorial are a good starting point.

Any contributed data is fanned out to all Refinitiv customers globally, and as such the instrument (RIC) and the data points (FID) that a user/application is allowed to post, are tightly regulated. A user application has a very restricted set of FID's that it can post to.

These restrictions do not apply for local posting - i.e. if the data never leaves the enterprise and is for its own private consumption. In this a publishing application can post any records/FID's to the local TREP infrastructure.

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Thomas Wolf avatar image Thomas Wolf

Hi @Gurpreet

Of cause we have to post globally for we provide exchange market data. And it is fine if the FIDs are tightly restricted but how can we post the correct content if the FIDs I mentioned above are inaccessible to us. And how to we trigger the clear-up of rippled fields (they are inaccessible too) in the morning or the clear-up of the RIC anyway.

Thanks,

Thomas

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